Sequential minimax search for a maximum
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- by J. Kiefer PDF
- Proc. Amer. Math. Soc. 4 (1953), 502-506 Request permission
References
- J. Kiefer and J. Wolfowitz, Stochastic estimation of the maximum of a regression function, Ann. Math. Statistics 23 (1952), 462–466. MR 50243, DOI 10.1214/aoms/1177729392
- Herbert Robbins and Sutton Monro, A stochastic approximation method, Ann. Math. Statistics 22 (1951), 400–407. MR 42668, DOI 10.1214/aoms/1177729586
- J. Wolfowitz, On the stochastic approximation method of Robbins and Monro, Ann. Math. Statistics 23 (1952), 457–461. MR 50242, DOI 10.1214/aoms/1177729391
Additional Information
- © Copyright 1953 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 4 (1953), 502-506
- MSC: Primary 62.0X
- DOI: https://doi.org/10.1090/S0002-9939-1953-0055639-3
- MathSciNet review: 0055639